+273.7%
ELV vs GPN
+28.5%
+245.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.2% | -4.3% | +7.5% | +4.6% |
| 30D | +5.4% | 0.0% | +5.4% | +5.2% |
| 3M | +5.4% | +35.8% | -30.5% | -4.6% |
| 6M | +45.7% | +22.0% | +23.7% | +35.3% |
| YTD | +21.2% | +15.2% | +6.0% | +13.6% |
| 1Y | +35.6% | +3.5% | +32.1% | +31.3% |
| 3Y | -2.0% | -26.9% | +24.9% | +2.7% |
| 5Y | +26.0% | -44.2% | +70.2% | +41.6% |
| All | +273.7% | +28.5% | +245.2% | +252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GPN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling